Market Altus 2016

8/19/2019 Market Altus 2016

1/2

Closing

12-Feb-15

Closing Previous

8,665 10,64791D TB 1,349 2,152

182D TB

364D TB Closing Previous

G-Sec 1 Yr 2,769 240

G-Sec 5 Yr

G-Sec 10 Yr Closing Previous

7.93 7.60

7.79 8.27

C lo sing P reviou s C los in g P reviou s 7.75 8.28

1 Month 8.03 8.04 8.08 8.35 8.35 8.31

3 Month 8.80 8.73 8.52 9.17 9.05 8.80 Closing Previous

1 Year 8.79 8.75 8.59 9.15 9.13 8.95 1.995 1.995

1.67 1.671

0.392 0.392

Closing Pr evi ous Cl osing Previ ous

1 year 7.65 7.64 7.49 7.74 7.81 7.63

3 year 7.02 7.01 6.86 6.59 6.51 6.37

5 year 6.92 6.92 6.78 6.63 6.57 6.42 -0.263 -0.267

-0.023 -0.021

0.064 0.061

-0.085 -0.082Closing Pr evi ous Cl osing Previ ous

1 Year 8.56 8.57 8.22 54 -46 25

5 Year 8.36 8.35 8.28 60 60 60 Closing Previous

10 Year 8.35 8.33 8.23 62 60 51 6.92% 6.89%

6.99% 6.95%

7.03% 6.99%

7.09% 6.96%

Closing Previous Closing Previous 7.02% 6.99%

1 Year 8.79 8.80 8.43 77 78 46

5 Year 8.60 8.59 8.49 84 84 81

10 Year 8.64 8.62 8.44 91 89 72 Latest Previous

0.11 0.00

CPI (in %) (December'14) 5.00 4.38

3.8 -4.2

2.37 6.73

NSE 104.535 7.75 8.00

MCX - 6.75 7.00

BSE 104.525 8.75 9.00

- 4.00 4.00

NSE 104.68 21.50 22.00

MCX - 8.75 8.75

BSE 104.6800 25.96 28.90

- 34.83 42.82

9.43 16.86

52.90 54.50

52.40 51.10

Figures in % Q2 FY'15 Q1 FY'15 Annual FY'14

GDP Growth 7.50 7.80 4.70

Figures in % Current Month-Ago Year-Ago

M3 Growth 12.84 13.35 13.68

Credit Growth 10.37 10.26 10.78

Deposit Growth 12.34 12.27 14.87

CD Ratio 72.87 73.06 74.10

Investment Deposit Ratio 30.00 29.27 29.37

Market ALTUS

Fixed Income

• India's benchmark bond yield closed unchanged at 7.73 per cent as traders hold on to positions ahead of retail inflation data due today.

• There was a net liquidity deficit in the inter-banking system of Rs 7,316 Cr as compared to surplus of Rs 8,495 Cr Cr on previous day. There was MSF borrowing of Rs 2,769 Cr on 11th February 2015

compared to Rs 240 Cr on previous day. (MSF borrowings follow a 1 day lag).

• Call money rates rose to 7.93 from 240. 1 yr CD rates rose to 8.79 from 8.75. 1 yr CP rate rose to 9.15 from 9.13. 1 year AAA corporate bond yield fell to 8.56 from 8.57.

• U.S. Treasury debt prices reversed early gains and turned lower after a news report that Greece had reached an agreement in principle with euro zone countries over its finances.

Forex• The Rupee closed lower for a third consecutive session as expectations of a mid-year rate hike by the U.S. Federal Reserve strengthened the Dollar against emerging market currencies. The Rupee

closed at 62.26 per Dollar compared with its previous close of 62.19 per Dollar.

• The Euro took a dip early in Asian trades today, buffeted by a barrage of conflicting headlines that left investors no clearer on whether Greece may yet secure a new debt agreement with its

European lenders.

Commodity

Gold edged higher during early morning session, after earlier dropping to a five-week low, as confusion over Greece's debt negotiations with its European lenders dominated markets, drumming up

some safe-haven bids for the metal.

• Oil prices fell as much as 3 per cent after U.S. stockpiles hit record highs, and analysts and traders said the market could shed more of a two-week rebound that was spurred by expectations of

lower output.

Equity

• Indian shares rose for a second consecutive session as blue-chips climbed. The benchmark BSE index rose 0.63 per cent to close at 2,8533.97, while the NSE index ended 0.72 per cent higher at

8,627.40

• Japan's Nikkei share average hit a two-month high during early morning trades as the weak Yen boosted exporters such as Toyota Motor Corp and Sony Corp, while investors cautiously awaited

the outcome of Greek debt negotiations.

• U.S. stock futures rose late after Europe agreed on a way forward with Greece on debt negotiations that had been holding back U.S. investors worried about European stability.

• Britain's top equity index fell for a fourth straight session, with commodity shares losing ground after crude oil prices dropped and copper prices trimmed gains.

Benchmark Sec Closing Yield [%] Previous Close [%] 15 days ago [%]In Rs. Cr.

8.00 8.01 7.88 In Rs. Cr.

8.02 8.02 7.98 MSF Borrowings*

LAF Repo8.22 8.23 8.16 LAF Reverse Repo

8.19 8.21 8.07

Call rate

TenureCD Rates [%]

15 days agoCP Rates [%] 15 days

ago

MIBOR O/N

MIBID O/N

7.76 7.75 7.68 *MSF borrowings as on 11th February.

7.73 7.73 7.72 In %

Global Benchmark Yield [%]

US 10 Year

UK 10 Year

TenureOIS - MIBOR [%]

15 days agoMIFOR Swaps [%] 15 days

ago

Japan 10 Year

Tenure Yield [%] 15 days ago Spread(bps) 15 days

ago

30 -15Y

G-Sec Spread [bps] Latest Previous

5Y - 1Y

10Y - 5Y

AAA Corporate bond yield and spread 15 -10Y

TenureYield [%]

15 days agoSpread(bps) 15 days

ago

8.10% HUDCO 2022

7.93% REC 2022

Tax Free BondsYield to Maturity

8.20 % NHAI 2022

8.00% IRFC 2022

AA Corporate bond yield and spread 8.20% PFC 2022

Economic Indicators

Indicators

WPI (in %) (December'14)

Interest Rate Futures (IRFs)

Instrument Expiry ExchangeLast Traded

Price (Rs.)Turnover (Rs. Crs.)

8 .40% G-Sec 2024 26-Feb-15665.96

SLR (in %)

-

MSF (in %)

59.48

IIP (in %) (November'14)

Core Sector (December'14)

Repo Rate (in %)

Reverse Repo Rate (in %)

Bank Rate (in %)

19.14

HSBC Services PMI ( January'14)

Total 141.19

GDP Growth

Monetary Aggregates

Exports (in $ 'Bn) (December'14)

Total 725.44

Imports (in $ 'Bn) (December'14)

8.40% G-Sec 2024 26-Mar-15

122.05

Trade Deficit (in $ 'Bn) (December'14)

-

HSBC Manufacturing PMI (January'14)

CRR (in %)

8/19/2019 Market Altus 2016

2/2

Rs./$ Spread

1 Month 0.0275

3 Month 0.2400

6 Month 0.4625

12 Month 0.6850

Currency 1 Year

USD 0.47

EUR 0.03

GBP 0.66

JPY 0.14

Closing 1 D Chg 1 M Chg 3 M Chg

8627.40 61.85 342.90 244.10

28533.97 178.35 1259.26 623.91

10543.11 161.35 122.48 457.46

17862.14 -6.62 221.30 17613.74

4297.28 16.13 127.31 121.34

17652.68 -59.25 564.97 860.20

24315.02 -213.08 99.05 295.08

10752.11 -1.72 970.21 1436.63

4679.38 -16.27 451.14 489.49 Closing

Closing 1 D Ago 1 M Ago 3 M Ago

49.28 48.84 46.39 66.15

54.74 54.66 46.59 82.34

1222.00 1219.00 1293.70 1175.20

16.75 16.86 17.95 15.49

1822 1836 1810 2055

5600 5595 6017 6715

Sale Net

578 781

3291 1113** MF Flows are updated as on 11th February. Closing

FII Inflows

(Rs. Crs.)**Purchase Sale Net MTD YTD

Equity 4659 5562 -903 3167 16086

Debt 294 290 4 6890 27659

** FII Flows are updated as on 11th February

Price Yield (%)

91 days 11-Feb-15 97.98 8.27

182 Days 11-Feb-15 96.05 8.25

364 Days 21-Jan-15 92.69 7.91

Price Yield (%)

91 days 4-Feb-15 97.98 8.27

182 Days 28-Jan-15 96.10 8.14

364 Days 10-Dec-14 92.42 8.22 Forthcoming Auctions

Period of Auction Amount (Rs Cr) Term of Security

February 9, 2015 - February 13, 2015 2,000-3,000 5-9 Years



February 9, 2015 - February 13, 2015 3,000-4,000 20 Years & Above

DISCLAIMER:

FOREX

Currency Closing Previous

INR/$ 62.26 62.19

$/Euro 1.1308 1.1331

Yen/$ 120.29 120.45

$/GBP 1.5217 1.5236

SEK/$ 8.3797 8.3772

5 Year 10 year

Forward NDF

62.6675 62.6400

63.5000 63.2600

64.6325 64.1700

66.7300 66.0450

Swap Rate

Sensex

1.66 2.12

0.29 0.69

1.42 1.77

0.27 0.57

Equity

Index

Nifty

Silver ($/Oz)

BSE Midcap

Dow Jones

Nasdaq

Nikkei

Hang Seng

DAX

CAC

Commodity

Nymex Crude ($/bbl)

Brent Crude ($/bbl)

Gold ($/Oz)

Aluminium ($/ton)

Copper ($/ton)

MF Inflows (Rs. Crs.)** Purchase

Equity 359

Debt 4404

T-Bills ClosingLatest Cut off

Amount (INR Crores)

8000

6000

6000

T-Bills DatePrevious Cut off

Amount (INR Crores)

6000

Government Borrowings

Budgeted G-Sec Gross Borrowings 592000

OMO Purchases till date -

8000

6000

Gsec Gross Borrowing Completed (%) 97.80%

Maturities till Date 122504

Net Gsec borrowing till date 456496

Budgeted G-Sec Net Borrowings 453205

Budgeted Redemptions 138795

Gsec Gross Borrowing till Date 579000

37.540.042.545.047.550.052.555.057.560.062.565.067.570.072.575.077.580.082.585.087.5

1 1 - D e c - 1 4

1 8 - D e c - 1 4

2 5 - D e c - 1 4

1 - J a n - 1 5

8 - J a n - 1 5

1 5 - J a n - 1 5

2 2 - J a n - 1 5

2 9 - J a n - 1 5

5 - F e b - 1 5

1 2 - F e b - 1 5

Brent ($/BBL)

7,6007,7107,8207,9308,0408,1508,2608,3708,4808,5908,7008,8108,9209,0309,140

1 0 - D e c - 1 4

1 7 - D e c - 1 4

2 4 - D e c - 1 4

3 1 - D e c - 1 4

7 - J a n - 1 5

1 4 - J a n - 1 5

2 1 - J a n - 1 5

2 8 - J a n - 1 5

4 - F e b - 1 5

1 1 - F e b - 1 5

Nifty

59.7060.1060.5060.9061.3061.7062.1062.5062.9063.3063.7064.1064.5064.90

1 0 - D e c - 1 4

1 7 - D e c - 1 4

2 4 - D e c - 1 4

3 1 - D e c - 1 4

7 - J a n - 1 5

1 4 - J a n - 1 5

2 1 - J a n - 1 5

2 8 - J a n - 1 5

4 - F e b - 1 5

1 1 - F e b - 1 5

INR/$

1050107511001125115011751200122512501275130013251350

1 0 - D e c - 1 4

1 7 - D e c - 1 4

2 4 - D e c - 1 4

3 1 - D e c - 1 4

7 - J a n - 1 5

1 4 - J a n - 1 5

2 1 - J a n - 1 5

2 8 - J a n - 1 5

4 - F e b - 1 5

1 1 - F e b - 1 5

Gold ($/oz)

Documents

Market Altus 2016